+14.3%
PFE vs COR
+74.4%
-60.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -3.7% | +0.8% | -4.5% | -3.7% |
| 30D | +5.0% | +5.1% | -0.2% | +4.7% |
| 3M | +12.2% | +2.8% | +9.3% | +12.1% |
| 6M | +14.6% | +32.5% | -18.0% | +12.9% |
| YTD | +24.1% | -0.7% | +24.8% | +23.8% |
| 1Y | +26.6% | -6.7% | +33.3% | +27.0% |
| 3Y | +14.3% | +73.7% | -59.4% | +10.8% |
| All | +14.3% | +74.4% | -60.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling